Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49315.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43377.33 Kr¶

PnL: ---------------------------------------> -1498.25 Kr¶

DD now: ---------------------------------> -7.162 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:41:47.384035'

Anic Portfolio¶

Today¶

Return: 0.197 %¶

This Week¶

Return: -2.828 %¶

Total portfolio value¶

Return including deposits: 61.448 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.830000 1519.460000 96.460000 6.780000 1423.000014
Hennes & Mauritz B 6 1.470000 930.360000 18.360000 2.010000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.560000 954.800000 4.800000 0.510000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Bufab 3 0.170000 1060.200000 -15.800000 -1.470000 1076.000001
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Vitrolife 3 -1.090000 651.000000 -26.000000 -3.840000 677.000001
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Alimak Group 12 -0.240000 980.400000 -26.600000 -2.640000 1007.000004
AcadeMedia 20 -1.610000 950.400000 -27.600000 -2.820000 978.000000
Investor B 3 -0.380000 626.400000 -31.600000 -4.800000 657.999999
Latour B 4 -0.720000 823.600000 -32.400000 -3.790000 856.000000
Hexatronic Group 15 -0.350000 1037.700000 -33.300000 -3.110000 1071.000000
Sandvik 4 -0.970000 814.000000 -34.000000 -4.010000 848.000000
EQT 4 0.970000 835.600000 -37.400000 -4.280000 873.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Addnode Group B 7 -0.880000 865.200000 -39.800000 -4.400000 904.999998
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
SKF B 5 -0.500000 939.750000 -40.250000 -4.110000 980.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Catena 2 -0.160000 761.600000 -44.400000 -5.510000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -2.020000 1935.450000 -110.550000 -5.400000 2045.999980
Hexagon B 26 -1.130000 3300.700000 -119.300000 -3.490000 3420.000012
VEF 788 -0.450000 1760.390000 -142.610000 -7.490000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43377.330000 -1498.250000 -7.16191% 44875.578016

Updated:¶

'2023-06-22 16:42:04.063178'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶